+73.5%
MSFT vs DGX
+59.5%
+14.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | -3.5% | -3.5% | 0.0% | -2.9% |
| 30D | -2.1% | -2.7% | +0.6% | -1.7% |
| 3M | +24.2% | +13.9% | +10.3% | +21.3% |
| 6M | +21.9% | +16.0% | +5.8% | +18.6% |
| YTD | +2.5% | +34.9% | -32.5% | -3.7% |
| 1Y | -0.8% | +30.6% | -31.3% | -6.3% |
| 3Y | +50.8% | +93.0% | -42.2% | +23.4% |
| 5Y | +73.5% | +64.4% | +9.1% | +49.6% |
| All | +73.5% | +59.5% | +14.0% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling